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The Index reflects the average cost of NDF forward contracts on the USD/RUB currency pair with a 2-month tenor on the derivatives market. It is calculated based on mid-value data of contracts denominated in Russian rubles for the specified tenor. The Index represents an aggregated indicator characterizing the market's expectations regarding the USD/RUB exchange rate dynamics. This Index is part of the archived derivatives market data group.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(154024, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| NDF USD/RUB 2M mid outright (MOEX Standartized OTC derivatives market) | 78 | 12/05/2023 |
| NDF USD/RUB 2Y mid outright (MOEX Standartized OTC derivatives market) | 83.7345 | 27/02/2023 |
| NDF USD/RUB 3M mid outright (MOEX Standartized OTC derivatives market) | 79 | 15/05/2023 |
| NDF USD/RUB 3Y mid outright (MOEX Standartized OTC derivatives market) | 90.1585 | 27/02/2023 |
| NDF USD/RUB 6M mid outright (MOEX Standartized OTC derivatives market) | 78 | 11/05/2023 |
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